+9.7%
AVTR vs TMF
-83.1%
+92.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | +1.5% | +16.3% | -14.8% | +1.3% |
| 3M | +17.1% | -2.7% | +19.8% | +17.1% |
| 6M | +91.5% | -13.2% | +104.6% | +91.8% |
| YTD | +38.8% | -16.7% | +55.5% | +39.2% |
| 1Y | +37.7% | -22.7% | +60.5% | +38.2% |
| 3Y | -13.5% | -26.1% | +12.6% | -13.0% |
| 5Y | -59.3% | -88.4% | +29.1% | -62.5% |
| All | +9.7% | -83.1% | +92.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling